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VEU vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VEU vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US ETF (VEU) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VEU

1D
0.40%
1M
3.43%
YTD
14.08%
6M
15.91%
1Y
30.59%
3Y*
18.67%
5Y*
8.56%
10Y*
10.41%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEU vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEU
Vanguard FTSE All-World ex-US ETF
14.08%32.35%5.56%15.84%-15.58%8.27%11.10%21.83%-14.18%27.40%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VEU vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEU
VEU Risk / Return Rank: 6161
Overall Rank
VEU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 6161
Sortino Ratio Rank
VEU Omega Ratio Rank: 6363
Omega Ratio Rank
VEU Calmar Ratio Rank: 5858
Calmar Ratio Rank
VEU Martin Ratio Rank: 6262
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEU vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) and USD Cash (USD=X). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VEUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

9.70

VEU vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

VEU vs. USD=X - Drawdown Comparison

The maximum VEU drawdown since its inception was -61.52%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VEU and USD=X.


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Drawdown Indicators


VEUUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-61.52%

0.00%

-61.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

0.00%

-11.43%

Max Drawdown (3Y)

Largest decline over 3 years

-13.69%

0.00%

-13.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

0.00%

-29.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

0.00%

-34.98%

Current Drawdown

Current decline from peak

-1.42%

0.00%

-1.42%

Average Drawdown

Average peak-to-trough decline

-13.12%

0.00%

-13.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

0.00%

+2.99%

Volatility

VEU vs. USD=X - Volatility Comparison

Vanguard FTSE All-World ex-US ETF (VEU) has a higher volatility of 6.77% compared to USD Cash (USD=X) at 0.00%. This indicates that VEU's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

0.00%

+6.77%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

0.00%

+14.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

0.00%

+16.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

0.00%

+16.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.25%

0.00%

+17.25%

Frequently Asked Questions


VEU has higher volatility (6.77%) compared to USD=X (0.00%). In terms of maximum drawdown, VEU dropped -61.52% vs USD=X's 0.00%.

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